On a lightly floured surface roll out the puff pastry 1/8 inch thick and cut out as many 6-inch squares as desired, reserving any remaining dough, covered and chilled, for another use. (Extra squares, baked, keep in an airtight container at room temperature for several days). Transfer the squares to an ungreased baking sheet, bake them in the upper third of a preheated 425F. oven for 12 to 15 minutes, or until they are crisp and golden, and let them cool on a rack. While the pastry is baking, remove the zest from half of the orange with a vegetable peeler and chop it. With a serrated knife cut away the remaining zest and the pith from the orange, discarding them, and cut the sections free from the membranes, discarding the membranes. In a heavy skillet cook the sugar over moderate heat, undisturbed, until it begins to melt and continue cooking the sugar, swirling the skillet, until it is a golden caramel. Remove the skillet from the heat and add the water carefully with the chopped zest. Simmer the sugar mixture, stirring, until the caramel is dissolved, add the Grand Marnier, and boil the mixture until it is reduced to about 1/4 cup. Strain the sauce into a bowl and let it cool until it is warm. Put a pastry square on each of 2-dessert plates, top each pastry with a scoop of the ice cream and some of the orange sections, and drizzle each serving with some of the sauce. Serves 2. Gourmet March 1992